Empirical Investigation of the day-of-the-week effect on the return and conditional variance using EGARCH model : The case study of the H-shares

Dr. WOO Kai YinChan Hing-lin2012-10-042012-10-042009http://hdl.handle.net/20.500.11861/821Empirical Investigation of the day-of-the-week effect on the return and conditional variance using EGARCH model : The case study of the H-sharesCase study of the H-sharesWorking Paper